| record_date | ticker | symbol | strike | volume | open_interest | implied_volatility | bs_sigma | bs_call | bs_put | spec_perc_move | bs_iv_call | bs_iv_put | last_option_price | last_underlying_price | exp_date | side | bias | prev_day_volatility | volatility | percent_move |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-01 | GT | GT240920C00010000 | 10.00 | 210.0 | 2.000 | 0.424 | 0.219 | 0.2 | 0.3 | 0.010 | 0.500 | 0.610 | 0.53 | 9.84 | 2024-09-20 | CALL | Long | 0.142 | 0.224 | -0.159 |
| record_date | ticker | volatility_ratio | minimum_volatility | maximum_volatility | average_volatility | current_volatility | against_prev_volatility | curr_price | net_profitability | dividend_yield | time_period_low | time_period_high | interval | time_period | avg_price_prev |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-17 | GT | 0.636 | 0.065 | 0.244 | 0.123 | 0.146 | -0.035 | 9.23 | -0.034 | 0.0000 | 7.63 | 14.82 | 21 | 1y | 8.84 |
| symbol | ticker | side | bias | strike | exit_reason | option_pnl_str | option_perc | underlying_pnl_str | underlying_perc | iv_diff | option_purchase_price | option_curr_price | underlying_original_price | underlying_curr_price | option_pnl | dollar_pnl | position_entry | days_in_position | volume | open_interest | underlying_pnl | record_date |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $-0.09 | -0.90 | $0.29 | 0.04 | 1.01 | 0.10 | 0.01 | 8.08 | 8.37 | -0.09 | $-9.00 | 10.00 | 44 | 13.0 | 3722.000 | 0.29 | 2024-09-19 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $-0.09 | -0.90 | $0.03 | 0.00 | 0.89 | 0.10 | 0.01 | 8.08 | 8.11 | -0.09 | $-9.00 | 10.00 | 43 | 13.0 | 3732.000 | 0.03 | 2024-09-18 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $-0.09 | -0.90 | $-0.09 | -0.01 | 0.78 | 0.10 | 0.01 | 8.08 | 7.99 | -0.09 | $-9.00 | 10.00 | 42 | 2.0 | 3734.000 | -0.09 | 2024-09-17 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $-0.07 | -0.70 | $-0.17 | -0.02 | 0.68 | 0.10 | 0.03 | 8.08 | 7.91 | -0.07 | $-7.00 | 10.00 | 41 | 2.0 | 3734.000 | -0.17 | 2024-09-16 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $-0.07 | -0.70 | $-0.24 | -0.03 | 0.61 | 0.10 | 0.03 | 8.08 | 7.84 | -0.07 | $-7.00 | 10.00 | 39 | 2.0 | 3734.000 | -0.24 | 2024-09-14 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $-0.07 | -0.70 | $-0.24 | -0.03 | 0.47 | 0.10 | 0.03 | 8.08 | 7.84 | -0.07 | $-7.00 | 10.00 | 38 | 2.0 | 3734.000 | -0.24 | 2024-09-13 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $-0.09 | -0.90 | $-0.37 | -0.05 | 0.47 | 0.10 | 0.01 | 8.08 | 7.71 | -0.09 | $-9.00 | 10.00 | 37 | 14.0 | 3734.000 | -0.37 | 2024-09-12 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $-0.09 | -0.90 | $-0.42 | -0.05 | 0.44 | 0.10 | 0.01 | 8.08 | 7.66 | -0.09 | $-9.00 | 10.00 | 36 | 14.0 | 3748.000 | -0.42 | 2024-09-11 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $-0.05 | -0.50 | $-0.45 | -0.06 | 0.40 | 0.10 | 0.05 | 8.08 | 7.63 | -0.05 | $-5.00 | 10.00 | 35 | 24.0 | 3748.000 | -0.45 | 2024-09-10 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $-0.05 | -0.50 | $-0.27 | -0.03 | 0.30 | 0.10 | 0.05 | 8.08 | 7.81 | -0.05 | $-5.00 | 10.00 | 34 | 24.0 | 3758.000 | -0.27 | 2024-09-09 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $-0.06 | -0.60 | $-0.16 | -0.02 | 0.17 | 0.10 | 0.04 | 8.08 | 7.92 | -0.06 | $-6.00 | 10.00 | 31 | 57.0 | 3765.000 | -0.16 | 2024-09-06 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $-0.09 | -0.90 | $-0.13 | -0.02 | 0.14 | 0.10 | 0.01 | 8.08 | 7.95 | -0.09 | $-9.00 | 10.00 | 30 | 6.0 | 3765.000 | -0.13 | 2024-09-05 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $-0.09 | -0.90 | $0.06 | 0.01 | 0.07 | 0.10 | 0.01 | 8.08 | 8.14 | -0.09 | $-9.00 | 10.00 | 29 | 5.0 | 3763.000 | 0.06 | 2024-09-04 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $-0.05 | -0.50 | $0.74 | 0.09 | 0.02 | 0.10 | 0.05 | 8.08 | 8.82 | -0.05 | $-5.00 | 10.00 | 25 | 43.0 | 3285.000 | 0.74 | 2024-08-31 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $-0.05 | -0.50 | $0.74 | 0.09 | -0.00 | 0.10 | 0.05 | 8.08 | 8.82 | -0.05 | $-5.00 | 10.00 | 24 | 21.0 | 0.000 | 0.74 | 2024-08-30 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $-0.03 | -0.30 | $0.60 | 0.07 | -0.02 | 0.10 | 0.07 | 8.08 | 8.68 | -0.03 | $-3.00 | 10.00 | 23 | 58.0 | 3338.000 | 0.60 | 2024-08-29 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $0.66 | 0.08 | -0.00 | 0.10 | 0.10 | 8.08 | 8.74 | 0.00 | $0.00 | 10.00 | 22 | 238.0 | 3139.000 | 0.66 | 2024-08-28 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $-0.03 | -0.30 | $0.65 | 0.08 | -0.39 | 0.10 | 0.07 | 8.08 | 8.73 | -0.03 | $-3.00 | 10.00 | 21 | 419.0 | 3047.000 | 0.65 | 2024-08-27 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $-0.03 | -0.30 | $0.68 | 0.08 | -0.03 | 0.10 | 0.07 | 8.08 | 8.76 | -0.03 | $-3.00 | 10.00 | 20 | 419.0 | 2985.000 | 0.68 | 2024-08-26 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $0.81 | 0.10 | 0.00 | 0.10 | 0.10 | 8.08 | 8.89 | 0.00 | $0.00 | 10.00 | 19 | 1358.0 | 2195.000 | 0.81 | 2024-08-25 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $0.81 | 0.10 | -0.01 | 0.10 | 0.10 | 8.08 | 8.89 | 0.00 | $0.00 | 10.00 | 18 | 1358.0 | 2195.000 | 0.81 | 2024-08-24 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $0.03 | 0.30 | $0.81 | 0.10 | -0.02 | 0.10 | 0.13 | 8.08 | 8.89 | 0.03 | $3.00 | 10.00 | 17 | 1352.0 | 2195.000 | 0.81 | 2024-08-23 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $-0.04 | -0.40 | $0.41 | 0.05 | 0.01 | 0.10 | 0.06 | 8.08 | 8.49 | -0.04 | $-4.00 | 10.00 | 16 | 100.0 | 2103.000 | 0.41 | 2024-08-22 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $0.60 | 0.07 | -0.05 | 0.10 | 0.10 | 8.08 | 8.68 | 0.00 | $0.00 | 10.00 | 15 | 51.0 | 2059.000 | 0.60 | 2024-08-21 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $-0.01 | -0.10 | $0.57 | 0.07 | -0.05 | 0.10 | 0.09 | 8.08 | 8.65 | -0.01 | $-1.00 | 10.00 | 14 | 93.0 | 2016.000 | 0.57 | 2024-08-20 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $0.01 | 0.10 | $0.86 | 0.11 | -0.06 | 0.10 | 0.11 | 8.08 | 8.94 | 0.01 | $1.00 | 10.00 | 13 | 705.0 | 1462.000 | 0.86 | 2024-08-19 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $0.48 | 0.06 | -0.04 | 0.10 | 0.10 | 8.08 | 8.56 | 0.00 | $0.00 | 10.00 | 12 | 262.0 | 1205.000 | 0.48 | 2024-08-18 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $0.48 | 0.06 | -0.04 | 0.10 | 0.10 | 8.08 | 8.56 | 0.00 | $0.00 | 10.00 | 11 | 262.0 | 1205.000 | 0.48 | 2024-08-17 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $0.48 | 0.06 | -0.05 | 0.10 | 0.10 | 8.08 | 8.56 | 0.00 | $0.00 | 10.00 | 10 | 262.0 | 1205.000 | 0.48 | 2024-08-16 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $-0.02 | -0.20 | $0.37 | 0.05 | -0.03 | 0.10 | 0.08 | 8.08 | 8.45 | -0.02 | $-2.00 | 10.00 | 9 | 16.0 | 1207.000 | 0.37 | 2024-08-15 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $-0.03 | -0.30 | $0.25 | 0.03 | -0.01 | 0.10 | 0.07 | 8.08 | 8.33 | -0.03 | $-3.00 | 10.00 | 8 | 61.0 | 1147.000 | 0.25 | 2024-08-14 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $0.20 | 0.02 | -0.00 | 0.10 | 0.10 | 8.08 | 8.28 | 0.00 | $0.00 | 10.00 | 7 | 85.0 | 1128.000 | 0.20 | 2024-08-13 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $-0.05 | -0.50 | $-0.30 | -0.04 | 0.00 | 0.10 | 0.05 | 8.08 | 7.78 | -0.05 | $-5.00 | 10.00 | 6 | 86.0 | 1078.000 | -0.30 | 2024-08-12 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $-0.38 | -0.05 | 0.06 | 0.10 | 0.10 | 8.08 | 7.70 | 0.00 | $0.00 | 10.00 | 3 | 25.0 | 1019.000 | -0.38 | 2024-08-09 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $-0.02 | -0.20 | $-0.17 | -0.02 | 0.00 | 0.10 | 0.08 | 8.08 | 7.91 | -0.02 | $-2.00 | 10.00 | 2 | 133.0 | 969.000 | -0.17 | 2024-08-08 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.01; Exit EQ PnL: -0.30 | $-0.03 | -0.30 | $-0.39 | -0.05 | 0.05 | 0.10 | 0.07 | 8.08 | 7.69 | -0.03 | $-3.00 | 10.00 | 1 | 75.0 | 900.000 | -0.39 | 2024-08-07 |
| GT240920C00010000 | GT | CALL | Long | 10.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.10 | 0.10 | 8.08 | 8.08 | 0.00 | $0.00 | 10.00 | 0 | 282.0 | 666.000 | 0.00 | 2024-08-06 |